V-Lab: AT&T Inc EGARCH Volatility Analysis

V-Lab

AT&T Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:20.97% (-0.89%)

Analysis last updated: Thursday, July 3, 2025 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0172	16.11
$α$	0.1315	40.11
$β$	0.9866	1,492.61
$γ$	-0.0300	-9.83

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts